I know what .X-format is supported but is for beginners. What format is good for games? Is .OBJ-format is good?
It's a bit hard to answer your question because you don't specify the platform. You have the D3D9-tag in your post, so I'd guess you are interested in DirectX development. In that general case, all the formats are supported. It's the importing that might be tricky, depending of the framework and such. If you are using XNA, the .X and .FBX formats are natively supported, and you can always write your own importers and content pipelines for all the other formats out there.
About the .OBJ-format and it being good or not... well, what do you want the format to handle? .OBJ can handle only the geometry information, which is namely just vertices, faces and UV maps. We can't really tell whether or not it's good or not, because we don't know your specific needs. You may want special animations, normal and specular maps contained in the file itself, possibly some scene-related stuff like lights, cameras etc., which are not supported by all the formats out there. Also it depends of whether or not your target system supports the file format.
Also, why is .X "for beginners?" It has just about everything you need for meshes.